-95.4%
RIG vs SW
+743.1%
-838.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +4.1% | -11.7% | -7.9% |
| 7D | -18.8% | +12.1% | -30.8% | -19.5% |
| 30D | -1.1% | +6.6% | -7.6% | -1.7% |
| 3M | +4.4% | -6.0% | +10.4% | +4.7% |
| 6M | -20.8% | +21.5% | -42.3% | -22.5% |
| YTD | +32.0% | +20.3% | +11.6% | +29.1% |
| 1Y | +39.7% | +28.1% | +11.6% | +36.0% |
| 3Y | -20.3% | +51.6% | -71.9% | -23.1% |
| 5Y | +49.3% | -0.1% | +49.4% | +45.0% |
| 10Y | -43.6% | +189.7% | -233.4% | -48.4% |
| All | -95.4% | +743.1% | -838.4% | -95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling